+649.2%
IBM vs AU
+783.5%
-134.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -1.5% | +12.8% | -14.3% | -2.0% |
| 3M | -16.8% | +28.5% | -45.2% | -17.8% |
| 6M | -9.0% | +4.8% | -13.9% | -9.6% |
| YTD | -20.1% | +31.0% | -51.0% | -21.6% |
| 1Y | -7.0% | +81.4% | -88.4% | -10.3% |
| 3Y | +72.4% | +618.4% | -546.0% | +54.9% |
| 5Y | +112.0% | +686.3% | -574.3% | +88.1% |
| 10Y | +131.6% | +664.5% | -533.0% | +100.9% |
| All | +649.2% | +783.5% | -134.3% | +564.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling